Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47504.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46109.73 Kr¶

PnL: ---------------------------------------> -778.84 Kr¶

DD now: ---------------------------------> -2.314 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:42:51.762598'

Anic Portfolio¶

Today¶

Return: -0.838 %¶

This Week¶

Return: -0.061 %¶

Total¶

Return: 55.518 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.490000 3099.200000 128.200000 4.320000 2971.000006
HEBA B 70 -1.740000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.090000 637.200000 60.200000 10.430000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.530000 404.400000 49.400000 13.920000 355.000000
OEM International B 7 0.000000 561.400000 33.400000 6.330000 527.999997
Norva24 Group 16 0.000000 572.160000 29.160000 5.370000 543.000000
Boozt 12 -2.650000 1677.600000 23.600000 1.430000 1653.999996
HMS Networks 2 -2.640000 692.400000 19.400000 2.880000 673.000000
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
SAAB B 8 -0.190000 3395.200000 18.200000 0.540000 3377.000000
Intrum 4 -1.560000 544.200000 17.200000 3.260000 527.000000
Eastnine 4 -0.160000 507.200000 16.200000 3.300000 491.000000
Coor Service Management Hold. 8 -0.730000 547.600000 15.600000 2.930000 532.000000
AcadeMedia 12 -0.590000 565.680000 8.680000 1.560000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -2.150000 251.280000 5.280000 2.150000 246.000000
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -0.720000 575.080000 1.080000 0.190000 573.999998
Essity B 2 0.490000 573.000000 -1.000000 -0.170000 574.000000
Securitas B 6 -0.960000 568.800000 -1.200000 -0.210000 570.000000
Swedbank A 3 -0.820000 562.500000 -1.500000 -0.270000 564.000000
Handelsbanken A 5 0.420000 543.250000 -2.750000 -0.500000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
CTEK 13 -1.750000 524.290000 -9.710000 -1.820000 533.999999
Midsona B 63 -0.660000 570.780000 -12.220000 -2.100000 582.999984
International Petroleum Corp. 5 -1.610000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Nordea Bank Abp 29 -0.840000 3410.400000 -43.600000 -1.260000 3453.999992
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.610000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -1.000000 1512.000000 -152.000000 -9.130000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46109.730000 -778.840000 -2.31391% 46888.564618

Updated:¶

'2023-01-19 09:43:04.416133'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶